[TREE] Enable global proposal for faster speed
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tqchen
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2f2080a337
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@ -268,6 +268,10 @@ class HistMaker: public BaseMaker {
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template<typename TStats>
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class CQHistMaker: public HistMaker<TStats> {
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public:
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CQHistMaker() : cache_dmatrix_(nullptr) {
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}
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protected:
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struct HistEntry {
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typename HistMaker<TStats>::HistUnit hist;
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@ -290,10 +294,14 @@ class CQHistMaker: public HistMaker<TStats> {
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*/
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inline void Add(bst_float fv,
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bst_gpair gstats) {
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if (fv < hist.cut[istart]) {
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hist.data[istart].Add(gstats);
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} else {
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while (istart < hist.size && !(fv < hist.cut[istart])) ++istart;
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CHECK_NE(istart, hist.size);
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hist.data[istart].Add(gstats);
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}
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}
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};
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// sketch type used for this
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typedef common::WXQuantileSketch<bst_float, bst_float> WXQSketch;
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@ -301,7 +309,10 @@ class CQHistMaker: public HistMaker<TStats> {
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void InitWorkSet(DMatrix *p_fmat,
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const RegTree &tree,
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std::vector<bst_uint> *p_fset) override {
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if (p_fmat != cache_dmatrix_) {
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feat_helper.InitByCol(p_fmat, tree);
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cache_dmatrix_ = p_fmat;
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}
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feat_helper.SampleCol(this->param.colsample_bytree, p_fset);
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}
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// code to create histogram
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@ -342,6 +353,9 @@ class CQHistMaker: public HistMaker<TStats> {
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}
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}
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}
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// update node statistics.
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this->GetNodeStats(gpair, *p_fmat, tree,
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&thread_stats, &node_stats);
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for (size_t i = 0; i < this->qexpand.size(); ++i) {
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const int nid = this->qexpand[i];
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const int wid = this->node2workindex[nid];
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@ -434,9 +448,6 @@ class CQHistMaker: public HistMaker<TStats> {
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size_t nbytes = WXQSketch::SummaryContainer::CalcMemCost(max_size);
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sreducer.Allreduce(dmlc::BeginPtr(summary_array), nbytes, summary_array.size());
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}
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// update node statistics.
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this->GetNodeStats(gpair, *p_fmat, tree,
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&thread_stats, &node_stats);
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// now we get the final result of sketch, setup the cut
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this->wspace.cut.clear();
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this->wspace.rptr.clear();
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@ -475,7 +486,6 @@ class CQHistMaker: public HistMaker<TStats> {
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(fset.size() + 1) * this->qexpand.size() + 1);
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}
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private:
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inline void UpdateHistCol(const std::vector<bst_gpair> &gpair,
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const ColBatch::Inst &c,
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const MetaInfo &info,
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@ -607,6 +617,8 @@ class CQHistMaker: public HistMaker<TStats> {
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sbuilder[nid].Finalize(max_size);
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}
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}
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// cached dmatrix where we initialized the feature on.
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const DMatrix* cache_dmatrix_;
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// feature helper
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BaseMaker::FMetaHelper feat_helper;
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// temp space to map feature id to working index
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@ -631,6 +643,107 @@ class CQHistMaker: public HistMaker<TStats> {
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std::vector<common::WXQuantileSketch<bst_float, bst_float> > sketchs;
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};
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// global proposal
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template<typename TStats>
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class GlobalProposalHistMaker: public CQHistMaker<TStats> {
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protected:
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void ResetPosAndPropose(const std::vector<bst_gpair> &gpair,
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DMatrix *p_fmat,
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const std::vector<bst_uint> &fset,
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const RegTree &tree) override {
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if (this->qexpand.size() == 1 && !this->param.cache_global_proposal) {
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cached_rptr_.clear();
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cached_cut_.clear();
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}
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if (cached_rptr_.size() == 0) {
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CHECK_EQ(this->qexpand.size(), 1);
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CQHistMaker<TStats>::ResetPosAndPropose(gpair, p_fmat, fset, tree);
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cached_rptr_ = this->wspace.rptr;
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cached_cut_ = this->wspace.cut;
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} else {
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this->wspace.cut.clear();
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this->wspace.rptr.clear();
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this->wspace.rptr.push_back(0);
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for (size_t i = 0; i < this->qexpand.size(); ++i) {
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for (size_t j = 0; j < cached_rptr_.size() - 1; ++j) {
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this->wspace.rptr.push_back(
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this->wspace.rptr.back() + cached_rptr_[j + 1] - cached_rptr_[j]);
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}
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this->wspace.cut.insert(this->wspace.cut.end(), cached_cut_.begin(), cached_cut_.end());
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}
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CHECK_EQ(this->wspace.rptr.size(),
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(fset.size() + 1) * this->qexpand.size() + 1);
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CHECK_EQ(this->wspace.rptr.back(), this->wspace.cut.size());
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}
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}
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// code to create histogram
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void CreateHist(const std::vector<bst_gpair> &gpair,
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DMatrix *p_fmat,
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const std::vector<bst_uint> &fset,
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const RegTree &tree) override {
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const MetaInfo &info = p_fmat->info();
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// fill in reverse map
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this->feat2workindex.resize(tree.param.num_feature);
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this->work_set = fset;
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std::fill(this->feat2workindex.begin(), this->feat2workindex.end(), -1);
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for (size_t i = 0; i < fset.size(); ++i) {
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this->feat2workindex[fset[i]] = static_cast<int>(i);
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}
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// start to work
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this->wspace.Init(this->param, 1);
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// to gain speedup in recovery
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{
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this->thread_hist.resize(this->get_nthread());
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// TWOPASS: use the real set + split set in the column iteration.
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this->SetDefaultPostion(p_fmat, tree);
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this->work_set.insert(this->work_set.end(), this->fsplit_set.begin(), this->fsplit_set.end());
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std::sort(this->work_set.begin(), this->work_set.end());
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this->work_set.resize(
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std::unique(this->work_set.begin(), this->work_set.end()) - this->work_set.begin());
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// start accumulating statistics
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dmlc::DataIter<ColBatch> *iter = p_fmat->ColIterator(this->work_set);
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iter->BeforeFirst();
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while (iter->Next()) {
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const ColBatch &batch = iter->Value();
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// TWOPASS: use the real set + split set in the column iteration.
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this->CorrectNonDefaultPositionByBatch(batch, this->fsplit_set, tree);
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// start enumeration
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const bst_omp_uint nsize = static_cast<bst_omp_uint>(batch.size);
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#pragma omp parallel for schedule(dynamic, 1)
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for (bst_omp_uint i = 0; i < nsize; ++i) {
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int offset = this->feat2workindex[batch.col_index[i]];
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if (offset >= 0) {
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this->UpdateHistCol(gpair, batch[i], info, tree,
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fset, offset,
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&this->thread_hist[omp_get_thread_num()]);
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}
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}
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}
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// update node statistics.
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this->GetNodeStats(gpair, *p_fmat, tree,
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&(this->thread_stats), &(this->node_stats));
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for (size_t i = 0; i < this->qexpand.size(); ++i) {
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const int nid = this->qexpand[i];
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const int wid = this->node2workindex[nid];
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this->wspace.hset[0][fset.size() + wid * (fset.size()+1)]
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.data[0] = this->node_stats[nid];
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}
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}
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this->histred.Allreduce(dmlc::BeginPtr(this->wspace.hset[0].data),
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this->wspace.hset[0].data.size());
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}
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// cached unit pointer
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std::vector<unsigned> cached_rptr_;
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// cached cut value.
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std::vector<bst_float> cached_cut_;
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};
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template<typename TStats>
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class QuantileHistMaker: public HistMaker<TStats> {
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@ -763,5 +876,11 @@ XGBOOST_REGISTER_TREE_UPDATER(HistMaker, "grow_histmaker")
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.set_body([]() {
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return new CQHistMaker<GradStats>();
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});
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XGBOOST_REGISTER_TREE_UPDATER(GlobalHistMaker, "grow_global_histmaker")
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.describe("Tree constructor that uses approximate global proposal of histogram construction.")
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.set_body([]() {
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return new GlobalProposalHistMaker<GradStats>();
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});
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} // namespace tree
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} // namespace xgboost
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